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~isPartOf:"Journal of applied econometrics"
~person:"Banerjee, Anindya"
~person:"Beckmann, Joscha"
~person:"Cheung, Yin-Wong"
~person:"Czudaj, Robert"
~person:"Lee, Junsoo"
~person:"Nielsen, Morten Ørregaard"
~person:"Rogowsky, Robert A."
~person:"Sola, Martin"
~subject:"Equilibrium model"
~subject:"Markov-Kette"
~subject:"Share price"
~subject:"USA"
~subject:"cointegration"
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Equilibrium model
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Banerjee, Anindya
Beckmann, Joscha
Cheung, Yin-Wong
Czudaj, Robert
Lee, Junsoo
Nielsen, Morten Ørregaard
Rogowsky, Robert A.
Sola, Martin
Anundsen, André Kallåk
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Journal of applied econometrics
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ECONIS (ZBW)
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1
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
2
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
3
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
4
Quasi-fixed inputs and long-run equilibrium in production : a cointegration analysis
Kim, H. Youn
;
Lee, Junsoo
- In:
Journal of applied econometrics
16
(
2001
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10001557368
Saved in:
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